Actually, I find the wording to be rather innacurate. The question states, "What class must an inner class extend?" For one thing, interfaces aren't classes and a class doesn't extend an interface, it implements the interface. Only interfaces can extend interfaces. So, the mention of interfaces is rather hokey with the way the question is worded.
Any class that you create in
Java will necessarily extend some object. You might specify a class that it extends or, if you don't, your class will implicitly extend Object. Therefore, every inner class, like any other class, must extend some class. Of course, that can be any class you like.
Even though I dislike the wording, an inner class can also implement any interface (or number of interfaces), but it is not required to do so.
I hope that helps,
Corey